UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Quarter Ended: 30 September 2006.
Check here if Amendment [ ]; Amendment Number.
This Amendment: [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Deere & Company
Address: One John Deere Place
Moline, IL 61265
Form 13F File Number: 28-00850
The institutional investment manager filing this report and the person by
whom it is signed hereby represent that the person signing the report is
authorized to submit it, that all information contained herein is true,
correct and complete, and that it is understood that all required items,
statements, schedules, lists, and tables are considered integral parts of
this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Dennis R. Schwartz
Title: Vice President, Pension Fund and Investments
Phone: 309-765-4488
Signature, Place, and Date of Signing:
/s/Dennis R. Schwartz Moline, Illinois October 31, 2006
--------------------- ---------------- ----------------
[Signature] [City, State] [Date]
Report Type:
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 901
Form 13F Information Table Value Total: $1,595,891
(thousands)
List of Other Included Managers: None
FORM 13F INFORMATION TABLE
INVESTMENT DISCRETION
FAIR MKT ---------------------
CUSIP VALUE PRINCIPAL SHARED OTHER VOTING
NAME OF ISSUER TITLE OF CLASS NUMBER (000) AMOUNT SOLE SHARED OTHER MGRS AUTHORITY
DEUTSCHE BANK AG NAMEN ORD D18190898 597 4,944 X 4,944
ACE LTD ORD G0070K103 1,182 21,603 X 21,603
ASPEN INSURANCE HOLDINGS LTD SHS G05384105 218 8,437 X 8,437
ENDURANCE SPECIALTY HLDGS LT SHS G30397106 235 6,658 X 6,658
FRONTLINE LTD SHS G3682E127 377 9,800 X 9,800
HERBALIFE LTD COM USD SHS G4412G101 421 11,120 X 11,120
KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 1,052 40,778 X 40,778
NABORS INDUSTRIES LTD SHS G6359F103 470 15,803 X 15,803
PARTNERRE LTD COM G6852T105 1,135 16,800 X 16,800
SEAGATE TECHNOLOGY SHS G7945J104 1,194 51,721 X 51,721
TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 542 12,161 X 12,161
XL CAP LTD CL A G98255105 1,129 16,428 X 16,428
GIVEN IMAGING ORD SHS M52020100 561 29,407 X 29,407
RADWARE LTD ORD M81873107 161 11,891 X 11,891
CORE LABORATORIES N V COM N22717107 205 3,221 X 3,221
ORTHOFIX INTL N V COM N6748L102 212 4,660 X 4,660
STEINER LEISURE LTD ORD P8744Y102 484 11,500 X 11,500
ASE TEST LTD ORD Y02516105 495 57,973 X 57,973
GENCO SHIPPING & TRADING LTD SHS Y2685T107 589 26,006 X 26,006
GENERAL MARITIME CORP SHS Y2692M103 480 13,127 X 13,127
OMI CORP NEW COM Y6476W104 373 17,186 X 17,186
ABN AMRO HLDG NV SPONSORED ADR 000937102 1,229 42,052 X 42,052
ABM INDS INC COM 000957100 1,036 55,213 X 55,213
AFLAC INC COM 001055102 3,716 81,210 X 81,210
A S V INC COM 001963107 572 38,382 X 38,382
AT&T INC COM 00206R102 12,798 393,073 X 393,073
ATMI INC COM 00207R101 209 7,200 X 7,200
ABBOTT LABS COM 002824100 8,372 172,397 X 172,397
ACTEL CORP COM 004934105 328 21,072 X 21,072
ACTIONS SEMICONDUCTOR CO LTD ADR 00507E107 350 41,150 X 41,150
ADAMS RESPIRATORY THERAPEUTI COM 00635P107 331 9,040 X 9,040
ADOBE SYS INC COM 00724F101 2,168 57,884 X 57,884
ADTRAN INC COM 00738A106 360 15,104 X 15,104
ADVANCE AMER CASH ADVANCE CT COM 00739W107 601 41,667 X 41,667
AEROFLEX INC COM 007768104 638 62,032 X 62,032
AEROPOSTALE COM 007865108 980 33,529 X 33,529
ADVANCED MICRO DEVICES INC COM 007903107 1,166 46,920 X 46,920
AEGON N V ORD AMER REG 007924103 2,157 114,906 X 114,906
ADVANTA CORP CL B 007942204 908 24,615 X 24,615
ADVANCED ENERGY INDS COM 007973100 1,879 110,176 X 110,176
AETNA INC NEW COM 00817Y108 2,178 55,075 X 55,075
AGILENT TECHNOLOGIES INC COM 00846U101 1,350 41,291 X 41,291
AGRIUM INC COM 008916108 551 20,400 X 20,400
AKZO NOBEL NV SPONSORED ADR 010199305 1,176 19,127 X 19,127
ALABAMA NATL BANCORP DELA COM 010317105 535 7,844 X 7,844
ALASKA COMMUNICATIONS SYS GR COM 01167P101 1,050 79,093 X 79,093
ALBANY MOLECULAR RESH INC COM 012423109 177 18,958 X 18,958
ALCOA INC COM 013817101 4,467 159,320 X 159,320
ALDERWOODS GROUP INC COM 014383103 214 10,800 X 10,800
ALERIS INTL INC COM 014477103 525 10,396 X 10,396
ALFA CORP COM 015385107 174 10,100 X 10,100
ALLEGHENY TECHNOLOGIES INC COM 01741R102 517 8,310 X 8,310
ALLETE INC COM NEW 018522300 575 13,238 X 13,238
ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 1,030 70,363 X 70,363
ALLSTATE CORP COM 020002101 6,877 109,632 X 109,632
ALLTEL CORP COM 020039103 2,078 37,450 X 37,450
ALON USA ENERGY INC COM 020520102 450 15,263 X 15,263
ALTIRIS INC COM 02148M100 1,403 66,532 X 66,532
ALTRIA GROUP INC COM 02209S103 16,790 219,334 X 219,334
AMBASSADORS GROUP INC COM 023177108 412 14,553 X 14,553
AMERICAN CAPITAL STRATEGIES COM 024937104 478 12,100 X 12,100
AMERICAN EAGLE OUTFITTERS NE COM 02553E106 1,335 30,459 X 30,459
AMERICAN EXPRESS CO COM 025816109 5,883 104,911 X 104,911
AMERICAN FINL GROUP INC OHIO COM 025932104 634 13,505 X 13,505
AMERICAN HOME MTG INVT CORP COM 02660R107 1,010 28,952 X 28,952
AMERICAN INTL GROUP INC COM 026874107 14,147 213,503 X 213,503
AMERICAN ITALIAN PASTA CO CL A 027070101 276 35,518 X 35,518
AMERICAN NATL INS CO COM 028591105 1,083 9,344 X 9,344
AMERICAN WOODMARK CORP COM 030506109 750 22,262 X 22,262
AMERICREDIT CORP COM 03060R101 1,322 52,915 X 52,915
AMERIGROUP CORP COM 03073T102 807 27,308 X 27,308
AMGEN INC COM 031162100 8,175 114,287 X 114,287
AMKOR TECHNOLOGY INC COM 031652100 462 89,680 X 89,680
AMPCO-PITTSBURGH CORP COM 032037103 425 13,727 X 13,727
AMSOUTH BANCORPORATION COM 032165102 1,148 39,516 X 39,516
AMSURG CORP COM 03232P405 618 27,770 X 27,770
ANADARKO PETE CORP COM 032511107 2,343 53,454 X 53,454
ANALOG DEVICES INC COM 032654105 1,105 37,589 X 37,589
ANGIOTECH PHARMACEUTICALS IN COM 034918102 144 16,422 X 16,422
ANHEUSER BUSCH COS INC COM 035229103 3,557 74,860 X 74,860
ANNALY CAP MGMT INC COM 035710409 1,092 83,092 X 83,092
ANSOFT CORP COM 036384105 444 17,819 X 17,819
ANSYS INC COM 03662Q105 373 8,446 X 8,446
ANTHRACITE CAP INC COM 037023108 881 68,495 X 68,495
ANWORTH MORTGAGE ASSET CP COM 037347101 447 53,557 X 53,557
APACHE CORP COM 037411105 2,019 31,949 X 31,949
APOLLO GROUP INC CL A 037604105 437 8,878 X 8,878
APPLE COMPUTER INC COM 037833100 8,207 106,618 X 106,618
APPLIED MICRO CIRCUITS CORP COM 03822W109 554 192,291 X 192,291
APPLIED MATLS INC COM 038222105 4,362 246,008 X 246,008
AQUILA INC COM 03840P102 197 45,382 X 45,382
ARCHER DANIELS MIDLAND CO COM 039483102 3,979 105,031 X 105,031
ARGONAUT GROUP INC COM 040157109 611 19,691 X 19,691
ARIBA INC COM NEW 04033V203 555 74,045 X 74,045
ARKANSAS BEST CORP DEL COM 040790107 491 11,400 X 11,400
ARRIS GROUP INC COM 04269Q100 880 76,796 X 76,796
ARROW INTL INC COM 042764100 344 10,800 X 10,800
ASHFORD HOSPITALITY TR INC COM SHS 044103109 840 70,391 X 70,391
ASPEN TECHNOLOGY INC COM 045327103 521 47,677 X 47,677
ASSOCIATED BANC CORP COM 045487105 1,099 33,821 X 33,821
ASTA FDG INC COM 046220109 1,276 34,033 X 34,033
ASYST TECHNOLOGY CORP COM 04648X107 591 87,416 X 87,416
ATHEROS COMMUNICATIONS INC COM 04743P108 639 35,222 X 35,222
ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 384 8,813 X 8,813
ATMOS ENERGY CORP COM 049560105 646 22,631 X 22,631
ATWOOD OCEANICS INC COM 050095108 651 14,481 X 14,481
AUTOLIV INC COM 052800109 1,937 35,139 X 35,139
AUTOMATIC DATA PROCESSING IN COM 053015103 2,646 55,890 X 55,890
AVNET INC COM 053807103 542 27,633 X 27,633
AXCELIS TECHNOLOGIES INC COM 054540109 700 99,389 X 99,389
AXCAN PHARMA INC COM 054923107 183 13,411 X 13,411
BB&T CORP COM 054937107 3,455 78,928 X 78,928
B A S F A G SPONSORED ADR 055262505 562 7,014 X 7,014
BCE INC COM NEW 05534B760 1,173 43,301 X 43,301
BISYS GROUP INC COM 055472104 161 14,824 X 14,824
BJ SVCS CO COM 055482103 342 11,361 X 11,361
BP PLC SPONSORED ADR 055622104 1,058 16,127 X 16,127
BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 426 5,800 X 5,800
BT GROUP PLC ADR 05577E101 1,173 23,204 X 23,204
BAKER HUGHES INC COM 057224107 4,338 63,601 X 63,601
BANCORPSOUTH INC COM 059692103 219 7,904 X 7,904
BANK OF AMERICA CORPORATION COM 060505104 27,819 519,297 X 519,297
BANK NEW YORK INC COM 064057102 4,265 120,964 X 120,964
BANKUNITED FINL CORP CL A 06652B103 548 21,009 X 21,009
BANTA CORP COM 066821109 438 9,200 X 9,200
BAXTER INTL INC COM 071813109 2,861 62,935 X 62,935
BE AEROSPACE INC COM 073302101 752 35,659 X 35,659
BEA SYS INC COM 073325102 208 13,713 X 13,713
BEACON ROOFING SUPPLY INC COM 073685109 619 30,566 X 30,566
BEAR STEARNS COS INC COM 073902108 2,189 15,628 X 15,628
BECTON DICKINSON & CO COM 075887109 1,697 24,011 X 24,011
BED BATH & BEYOND INC COM 075896100 1,030 26,919 X 26,919
BELL MICROPRODUCTS INC COM 078137106 383 73,798 X 73,798
BELLSOUTH CORP COM 079860102 9,528 222,881 X 222,881
BELO CORP COM SER A 080555105 193 12,182 X 12,182
BENCHMARK ELECTRS INC COM 08160H101 1,212 45,094 X 45,094
BERKLEY W R CORP COM 084423102 432 12,200 X 12,200
BERRY PETE CO CL A 085789105 445 15,796 X 15,796
BEST BUY INC COM 086516101 2,080 38,841 X 38,841
BIG LOTS INC COM 089302103 252 12,735 X 12,735
BIO-REFERENCE LABS INC COM $.01 NEW 09057G602 547 24,379 X 24,379
BIOMARIN PHARMACEUTICAL INC COM 09061G101 203 14,245 X 14,245
BIOGEN IDEC INC COM 09062X103 1,489 33,331 X 33,331
BIOVAIL CORP COM 09067J109 1,947 127,769 X 127,769
BIOSITE INC COM 090945106 617 13,339 X 13,339
BLACK & DECKER CORP COM 091797100 1,973 24,870 X 24,870
BLOCKBUSTER INC CL A 093679108 335 87,247 X 87,247
BOB EVANS FARMS INC COM 096761101 579 19,134 X 19,134
BOEING CO COM 097023105 7,965 101,016 X 101,016
BOSTON BEER INC CL A 100557107 415 12,631 X 12,631
BOSTON PRIVATE FINL HLDGS IN COM 101119105 416 14,927 X 14,927
BOSTON SCIENTIFIC CORP COM 101137107 1,761 119,090 X 119,090
BRADLEY PHARMACEUTICALS INC COM 104576103 1,438 90,329 X 90,329
BRADY CORP CL A 104674106 544 15,485 X 15,485
BRIGGS & STRATTON CORP COM 109043109 1,386 50,320 X 50,320
BRIGHT HORIZON FAMILY SOLUTI COM 109195107 544 13,036 X 13,036
BRISTOL MYERS SQUIBB CO COM 110122108 4,740 190,192 X 190,192
BRISTOL WEST HLDGS INC COM 11037M105 474 32,597 X 32,597
BRISTOW GROUP INC COM 110394103 592 17,209 X 17,209
BRITISH AWYS PLC ADR 2ND INSTAL 110419306 869 10,865 X 10,865
BROADCOM CORP CL A 111320107 1,339 44,132 X 44,132
BROCADE COMMUNICATIONS SYS I COM 111621108 209 29,673 X 29,673
BRUNSWICK CORP COM 117043109 232 7,448 X 7,448
BRUSH ENGINEERED MATLS INC COM 117421107 597 24,003 X 24,003
BUCKLE INC COM 118440106 353 9,300 X 9,300
BUCYRUS INTL INC NEW CL A 118759109 485 11,435 X 11,435
BURLINGTON NORTHN SANTA FE C COM 12189T104 4,264 58,062 X 58,062
BUSINESS OBJECTS S A SPONSORED ADR 12328X107 457 13,411 X 13,411
CBS CORP NEW CL B 124857202 3,019 107,161 X 107,161
CKE RESTAURANTS INC COM 12561E105 187 11,200 X 11,200
CLECO CORP NEW COM 12561W105 413 16,354 X 16,354
CPI CORP COM 125902106 410 8,446 X 8,446
CNET NETWORKS INC COM 12613R104 615 64,292 X 64,292
CNOOC LTD SPONSORED ADR 126132109 546 6,556 X 6,556
CVS CORP COM 126650100 2,541 79,116 X 79,116
CABOT MICROELECTRONICS CORP COM 12709P103 209 7,252 X 7,252
CACI INTL INC CL A 127190304 1,466 26,650 X 26,650
CALIFORNIA MICRO DEVICES COR COM 130439102 194 38,106 X 38,106
CALIFORNIA PIZZA KITCHEN INC COM 13054D109 596 19,907 X 19,907
CANDELA CORP COM 136907102 381 34,907 X 34,907
CANON INC ADR 138006309 940 17,985 X 17,985
CAPITAL ONE FINL CORP COM 14040H105 3,181 40,437 X 40,437
CAPITAL TRUST INC MD CL A NEW 14052H506 497 12,197 X 12,197
CAPITALSOURCE INC COM 14055X102 633 24,505 X 24,505
CARDINAL HEALTH INC COM 14149Y108 4,246 64,585 X 64,585
CAREER EDUCATION CORP COM 141665109 724 32,171 X 32,171
CAREMARK RX INC COM 141705103 2,436 42,980 X 42,980
CARPENTER TECHNOLOGY CORP COM 144285103 578 5,377 X 5,377
CASCADE BANCORP COM 147154108 608 16,209 X 16,209
CASH AMER INTL INC COM 14754D100 915 23,426 X 23,426
CATAPULT COMMUNICATIONS CORP COM 149016107 226 27,062 X 27,062
CATERPILLAR INC DEL COM 149123101 5,961 90,586 X 90,586
CATO CORP NEW CL A 149205106 463 21,150 X 21,150
CEMEX SAB DE CV SPON ADR 5 ORD 151290889 775 25,780 X 25,780
CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 475 89,186 X 89,186
CENTENE CORP DEL COM 15135B101 635 38,640 X 38,640
CENTERPOINT ENERGY INC COM 15189T107 1,150 80,341 X 80,341
CENTRAL PKG CORP COM 154785109 270 16,378 X 16,378
CENTURY ALUM CO COM 156431108 538 15,983 X 15,983
CEPHALON INC COM 156708109 917 14,849 X 14,849
CERADYNE INC COM 156710105 566 13,779 X 13,779
CHAPARRAL STL CO DEL COM 159423102 625 18,342 X 18,342
CHARLOTTE RUSSE HLDG INC COM 161048103 646 23,473 X 23,473
CHARTERED SEMICONDUCTOR MFG ADR 16133R106 354 47,268 X 47,268
CHATTEM INC COM 162456107 493 14,047 X 14,047
CHEMED CORP NEW COM 16359R103 440 13,626 X 13,626
CHEROKEE INC DEL NEW COM 16444H102 432 11,800 X 11,800
CHEVRON CORP NEW COM 166764100 15,643 241,185 X 241,185
CHICAGO MERCANTILE HLDGS INC CL A 167760107 1,605 3,357 X 3,357
CHILDRENS PL RETAIL STORES I COM 168905107 576 9,000 X 9,000
CHOICE HOTELS INTL INC COM 169905106 367 8,976 X 8,976
CHOICEPOINT INC COM 170388102 400 11,164 X 11,164
CHUBB CORP COM 171232101 3,211 61,795 X 61,795
CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 390 22,537 X 22,537
CINCINNATI BELL INC NEW COM 171871106 442 91,800 X 91,800
CINCINNATI FINL CORP COM 172062101 1,144 23,782 X 23,782
CISCO SYS INC COM 17275R102 13,598 591,716 X 591,716
CITIGROUP INC COM 172967101 26,719 537,929 X 537,929
CITIZENS BKG CORP MICH COM 174420109 404 15,398 X 15,398
CITY HLDG CO COM 177835105 493 12,371 X 12,371
CLEAN HARBORS INC COM 184496107 625 14,355 X 14,355
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,423 49,308 X 49,308
CLEVELAND CLIFFS INC COM 185896107 1,099 28,826 X 28,826
CLICK COMMERCE INC COM NEW 18681D208 249 11,015 X 11,015
COCA COLA CO COM 191216100 8,841 197,873 X 197,873
COEUR D ALENE MINES CORP IDA COM 192108108 209 44,387 X 44,387
COHU INC COM 192576106 818 45,860 X 45,860
COINSTAR INC COM 19259P300 804 27,945 X 27,945
COLGATE PALMOLIVE CO COM 194162103 4,683 75,410 X 75,410
COLUMBUS MCKINNON CORP N Y COM 199333105 181 10,058 X 10,058
COMCAST CORP NEW CL A 20030N101 8,923 241,803 X 241,803
COMMERCE BANCSHARES INC COM 200525103 1,070 21,165 X 21,165
COMMERCE GROUP INC MASS COM 200641108 221 7,354 X 7,354
COMMONWEALTH TEL ENTERPRISES COM 203349105 518 12,571 X 12,571
COMMUNITY BK SYS INC COM 203607106 559 25,215 X 25,215
COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,045 36,759 X 36,759
COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 403 35,726 X 35,726
COMPUCREDIT CORP COM 20478N100 822 27,198 X 27,198
COMPUTER PROGRAMS & SYS INC COM 205306103 374 11,400 X 11,400
COMSTOCK RES INC COM NEW 205768203 638 23,501 X 23,501
CONCUR TECHNOLOGIES INC COM 206708109 178 12,200 X 12,200
CONMED CORP COM 207410101 406 19,229 X 19,229
CONNETICS CORP COM 208192104 798 73,240 X 73,240
CONNS INC COM 208242107 472 22,620 X 22,620
CONOCOPHILLIPS COM 20825C104 9,987 167,761 X 167,761
CONSOLIDATED COMM HLDGS INC COM 209034107 604 32,277 X 32,277
CONSOLIDATED GRAPHICS INC COM 209341106 1,036 17,226 X 17,226
CONSTELLATION BRANDS INC CL A 21036P108 567 19,684 X 19,684
CONTINENTAL AIRLS INC CL B 210795308 593 20,931 X 20,931
CORINTHIAN COLLEGES INC COM 218868107 156 14,397 X 14,397
CORNING INC COM 219350105 3,669 150,289 X 150,289
CORPORATE EXECUTIVE BRD CO COM 21988R102 368 4,089 X 4,089
CORUS BANKSHARES INC COM 220873103 979 43,789 X 43,789
COST PLUS INC CALIF COM 221485105 590 49,302 X 49,302
COSTCO WHSL CORP NEW COM 22160K105 3,826 77,020 X 77,020
COUNTRYWIDE FINANCIAL CORP COM 222372104 2,052 58,555 X 58,555
COVENTRY HEALTH CARE INC COM 222862104 841 16,332 X 16,332
COX RADIO INC CL A 224051102 207 13,471 X 13,471
CROSS TIMBERS RTY TR TR UNIT 22757R109 316 6,819 X 6,819
CRYPTOLOGIC INC COM 228906103 450 20,400 X 20,400
CTRIP COM INTL LTD ADR 22943F100 409 9,100 X 9,100
CUMMINS INC COM 231021106 1,322 11,086 X 11,086
DSP GROUP INC COM 23332B106 769 33,639 X 33,639
DSW INC CL A 23334L102 451 14,328 X 14,328
DANAHER CORP DEL COM 235851102 1,577 22,966 X 22,966
DECKERS OUTDOOR CORP COM 243537107 854 18,048 X 18,048
DEL MONTE FOODS CO COM 24522P103 150 14,362 X 14,362
DELL INC COM 24702R101 5,109 223,702 X 223,702
DELTA & PINE LD CO COM 247357106 605 14,941 X 14,941
DELUXE CORP COM 248019101 219 12,816 X 12,816
DENDRITE INTL INC COM 248239105 330 33,791 X 33,791
DENNYS CORP COM 24869P104 349 102,244 X 102,244
DENTSPLY INTL INC NEW COM 249030107 533 17,686 X 17,686
DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1,175 74,020 X 74,020
DEVON ENERGY CORP NEW COM 25179M103 4,897 77,545 X 77,545
DIAMOND OFFSHORE DRILLING IN COM 25271C102 522 7,218 X 7,218
DICKS SPORTING GOODS INC COM 253393102 513 11,260 X 11,260
DIGITAL RIV INC COM 25388B104 213 4,164 X 4,164
DIRECTV GROUP INC COM 25459L106 2,093 106,338 X 106,338
DISNEY WALT CO COM DISNEY 254687106 8,363 270,549 X 270,549
DOLLAR FINL CORP COM 256664103 649 29,755 X 29,755
DOLLAR TREE STORES INC COM 256747106 449 14,498 X 14,498
DOMINION RES INC VA NEW COM 25746U109 4,149 54,242 X 54,242
DOMINOS PIZZA INC COM 25754A201 508 19,800 X 19,800
DONEGAL GROUP INC CL A 257701201 472 23,330 X 23,330
DOVER DOWNS GAMING & ENTMT I COM 260095104 301 24,760 X 24,760
DOW CHEM CO COM 260543103 6,674 171,205 X 171,205
DOWNEY FINL CORP COM 261018105 545 8,190 X 8,190
DRESS BARN INC COM 261570105 766 35,103 X 35,103
DRIL-QUIP INC COM 262037104 649 9,585 X 9,585
DU PONT E I DE NEMOURS & CO COM 263534109 3,823 89,236 X 89,236
DUKE ENERGY CORP NEW COM 26441C105 5,263 174,283 X 174,283
DYCOM INDS INC COM 267475101 630 29,300 X 29,300
EGL INC COM 268484102 228 6,250 X 6,250
E M C CORP MASS COM 268648102 2,748 229,418 X 229,418
EMC INS GROUP INC COM 268664109 444 15,379 X 15,379
ENI S P A SPONSORED ADR 26874R108 1,667 28,008 X 28,008
EOG RES INC COM 26875P101 1,529 23,512 X 23,512
EASTMAN KODAK CO COM 277461109 1,117 49,882 X 49,882
EATON CORP COM 278058102 1,145 16,626 X 16,626
EBAY INC COM 278642103 3,237 114,129 X 114,129
ECOLLEGE COM COM 27887E100 202 12,615 X 12,615
EDO CORP COM 281347104 590 25,799 X 25,799
ELKCORP COM 287456107 525 19,342 X 19,342
EMDEON CORP COM 290849108 377 32,228 X 32,228
EMERSON ELEC CO COM 291011104 4,914 58,594 X 58,594
EMPIRE RESORTS INC COM 292052107 226 31,638 X 31,638
ENDO PHARMACEUTICALS HLDGS I COM 29264F205 481 14,770 X 14,770
ENERGEN CORP COM 29265N108 512 12,230 X 12,230
ENERGY PARTNERS LTD COM 29270U105 606 24,600 X 24,600
ENERSYS COM 29275Y102 539 33,622 X 33,622
ENTERCOM COMMUNICATIONS CORP CL A 293639100 219 8,708 X 8,708
ENTERPRISE PRODS PARTNERS L COM 293792107 513 19,188 X 19,188
ESCO TECHNOLOGIES INC COM 296315104 341 7,400 X 7,400
ESPEED INC CL A 296643109 470 51,118 X 51,118
ESSEX CORP COM 296744105 525 30,200 X 30,200
ETHAN ALLEN INTERIORS INC COM 297602104 419 12,100 X 12,100
EXAR CORP COM 300645108 577 43,400 X 43,400
EXELON CORP COM 30161N101 3,916 64,683 X 64,683
EXPLORATION CO COM NEW 302133202 375 39,161 X 39,161
EXPRESSJET HOLDINGS INC CL A 30218U108 420 63,555 X 63,555
EXPRESS SCRIPTS INC COM 302182100 834 11,058 X 11,058
EXXON MOBIL CORP COM 30231G102 45,093 672,029 X 672,029
FEI CO COM 30241L109 592 28,056 X 28,056
F M C CORP COM NEW 302491303 601 9,381 X 9,381
FPIC INS GROUP INC COM 302563101 416 10,494 X 10,494
FPL GROUP INC COM 302571104 1,754 38,982 X 38,982
FAIR ISAAC CORP COM 303250104 406 11,095 X 11,095
FAIRCHILD SEMICONDUCTOR INTL COM 303726103 240 12,859 X 12,859
FAIRFAX FINL HLDGS LTD SUB VTG 303901102 607 4,663 X 4,663
FAIRPOINT COMMUNICATIONS INC COM 305560104 620 35,642 X 35,642
FAMILY DLR STORES INC COM 307000109 438 14,969 X 14,969
FEDERAL HOME LN MTG CORP COM 313400301 6,273 94,568 X 94,568
FEDERAL NATL MTG ASSN COM 313586109 6,497 116,210 X 116,210
FEDERATED DEPT STORES INC DE COM 31410H101 2,306 53,361 X 53,361
FEDEX CORP COM 31428X106 3,206 29,497 X 29,497
FIDELITY NATL FINL INC COM 316326107 1,733 41,618 X 41,618
FIFTH THIRD BANCORP COM 316773100 1,758 46,177 X 46,177
FINANCIAL FED CORP COM 317492106 536 20,015 X 20,015
FIRST AMERN CORP CALIF COM 318522307 2,015 47,596 X 47,596
FIRST DATA CORP COM 319963104 3,120 74,287 X 74,287
FIRST HORIZON NATL CORP COM 320517105 1,000 26,320 X 26,320
FIRST MARBLEHEAD CORP COM 320771108 547 7,904 X 7,904
FIRST MIDWEST BANCORP DEL COM 320867104 951 25,109 X 25,109
FIRST NIAGARA FINL GP INC COM 33582V108 563 38,512 X 38,512
FIRST POTOMAC RLTY TR COM 33610F109 607 20,084 X 20,084
FIRSTFED FINL CORP COM 337907109 1,039 18,318 X 18,318
FIRSTMERIT CORP COM 337915102 211 9,114 X 9,114
FLAGSTAR BANCORP INC COM 337930101 1,570 107,913 X 107,913
FIRSTENERGY CORP COM 337932107 1,784 31,930 X 31,930
FORD MTR CO DEL COM PAR $0.01 345370860 1,153 142,540 X 142,540
FOXHOLLOW TECHNOLOGIES INC COM 35166A103 586 17,154 X 17,154
FRANCE TELECOM SPONSORED ADR 35177Q105 1,131 48,500 X 48,500
FRANKLIN RES INC COM 354613101 1,733 16,388 X 16,388
FREDS INC CL A 356108100 730 57,874 X 57,874
FREEPORT-MCMORAN COPPER & GO CL B 35671D857 1,805 33,883 X 33,883
FREIGHTCAR AMER INC COM 357023100 598 11,289 X 11,289
FRONTIER AIRLINES HOLDINGS I COM 359059102 644 78,016 X 78,016
FRONTIER FINL CORP WASH COM 35907K105 572 22,056 X 22,056
FRONTIER OIL CORP COM 35914P105 341 12,838 X 12,838
FURNITURE BRANDS INTL INC COM 360921100 191 10,037 X 10,037
G & K SVCS INC CL A 361268105 671 18,413 X 18,413
GEO GROUP INC COM 36159R103 541 12,796 X 12,796
GSI COMMERCE INC COM 36238G102 182 12,240 X 12,240
GANNETT INC COM 364730101 1,253 22,041 X 22,041
GAP INC DEL COM 364760108 2,179 114,977 X 114,977
GENENTECH INC COM NEW 368710406 3,733 45,144 X 45,144
GENERAL DYNAMICS CORP COM 369550108 4,474 62,426 X 62,426
GENERAL ELECTRIC CO COM 369604103 35,871 1,016,174 X 1,016,174
GENERAL MLS INC COM 370334104 1,953 34,499 X 34,499
GENERAL MTRS CORP COM 370442105 1,516 45,578 X 45,578
GENESCO INC COM 371532102 624 18,100 X 18,100
GENTIVA HEALTH SERVICES INC COM 37247A102 606 36,858 X 36,858
GENWORTH FINL INC COM CL A 37247D106 1,547 44,200 X 44,200
GENZYME CORP COM 372917104 1,693 25,094 X 25,094
GEORGIA GULF CORP COM PAR $0.01 373200203 864 31,526 X 31,526
GERDAU AMERISTEEL CORP COM 37373P105 404 44,232 X 44,232
GERON CORP COM 374163103 187 29,898 X 29,898
GEVITY HR INC COM 374393106 408 17,930 X 17,930
GILEAD SCIENCES INC COM 375558103 3,026 44,006 X 44,006
GLACIER BANCORP INC NEW COM 37637Q105 472 13,807 X 13,807
GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 1,043 19,589 X 19,589
GLOBAL INDS LTD COM 379336100 362 23,236 X 23,236
GLOBAL IMAGING SYSTEMS COM 37934A100 927 42,016 X 42,016
GLOBAL PMTS INC COM 37940X102 387 8,792 X 8,792
GOLD KIST INC COM 380614107 548 26,307 X 26,307
GOLDEN WEST FINL CORP DEL COM 381317106 1,969 25,484 X 25,484
GOLDMAN SACHS GROUP INC COM 38141G104 8,713 51,503 X 51,503
GOOGLE INC CL A 38259P508 8,086 20,119 X 20,119
GRANT PRIDECO INC COM 38821G101 374 9,847 X 9,847
GREATBATCH INC COM 39153L106 764 33,775 X 33,775
GREATER BAY BANCORP COM 391648102 405 14,367 X 14,367
GREY WOLF INC COM 397888108 975 146,029 X 146,029
GYMBOREE CORP COM 403777105 418 9,921 X 9,921
HCA INC COM 404119109 1,873 37,548 X 37,548
HCC INS HLDGS INC COM 404132102 1,125 34,207 X 34,207
HRPT PPTYS TR COM SH BEN INT 40426W101 220 18,404 X 18,404
HSBC HLDGS PLC SPON ADR NEW 404280406 1,774 19,387 X 19,387
HAEMONETICS CORP COM 405024100 402 8,600 X 8,600
HAIN CELESTIAL GROUP INC COM 405217100 531 20,789 X 20,789
HALLIBURTON CO COM 406216101 2,847 100,066 X 100,066
HANCOCK HLDG CO COM 410120109 621 11,593 X 11,593
HARLEYSVILLE GROUP INC COM 412824104 455 13,008 X 13,008
HARTFORD FINL SVCS GROUP INC COM 416515104 3,607 41,583 X 41,583
HARVEST NATURAL RESOURCES IN COM 41754V103 505 48,778 X 48,778
HAVERTY FURNITURE INC COM 419596101 327 20,515 X 20,515
HEADWATERS INC COM 42210P102 616 26,362 X 26,362
HEALTHWAYS INC COM 422245100 371 8,324 X 8,324
HEARTLAND EXPRESS INC COM 422347104 709 45,213 X 45,213
HELIX ENERGY SOLUTIONS GRP I COM 42330P107 655 19,615 X 19,615
HELMERICH & PAYNE INC COM 423452101 293 12,704 X 12,704
HERCULES INC COM 427056106 217 13,768 X 13,768
HEWLETT PACKARD CO COM 428236103 12,001 327,097 X 327,097
HILLENBRAND INDS INC COM 431573104 454 7,959 X 7,959
HOLLY CORP COM PAR $0.01 435758305 358 8,255 X 8,255
HOME DEPOT INC COM 437076102 7,456 205,570 X 205,570
HONDA MOTOR LTD AMERN SHS 438128308 855 25,415 X 25,415
HONEYWELL INTL INC COM 438516106 4,892 119,605 X 119,605
HORACE MANN EDUCATORS CORP N COM 440327104 1,454 75,617 X 75,617
HORNBECK OFFSHORE SVCS INC N COM 440543106 600 17,901 X 17,901
HOT TOPIC INC COM 441339108 1,216 109,139 X 109,139
HUGOTON RTY TR TEX UNIT BEN INT 444717102 428 16,241 X 16,241
HUNTINGTON BANCSHARES INC COM 446150104 1,181 49,354 X 49,354
HYPERCOM CORP COM 44913M105 554 81,644 X 81,644
HYPERION SOLUTIONS CORP COM 44914M104 235 6,823 X 6,823
ICU MED INC COM 44930G107 567 12,465 X 12,465
ISTAR FINL INC COM 45031U101 1,125 26,977 X 26,977
ITT EDUCATIONAL SERVICES INC COM 45068B109 524 7,900 X 7,900
ICONIX BRAND GROUP INC COM 451055107 636 39,487 X 39,487
IKANOS COMMUNICATIONS COM 45173E105 510 43,303 X 43,303
ILLINOIS TOOL WKS INC COM 452308109 4,954 110,340 X 110,340
IMMUCOR INC COM 452526106 495 22,072 X 22,072
IMPAC MTG HLDGS INC COM 45254P102 1,295 138,234 X 138,234
IMPERIAL CHEM INDS PLC ADR NEW 452704505 1,157 38,643 X 38,643
INFINITY PPTY & CAS CORP COM 45665Q103 1,523 37,035 X 37,035
INFORMATICA CORP COM 45666Q102 993 73,034 X 73,034
ING GROEP N V SPONSORED ADR 456837103 1,223 27,818 X 27,818
INFRASOURCE SVCS INC COM 45684P102 567 32,287 X 32,287
INGRAM MICRO INC CL A 457153104 529 27,616 X 27,616
INPUT/OUTPUT INC COM 457652105 993 99,986 X 99,986
INNOVATIVE SOLUTIONS & SUPPO COM 45769N105 381 26,250 X 26,250
INSTEEL INDUSTRIES INC COM 45774W108 354 17,840 X 17,840
INTEL CORP COM 458140100 14,978 728,140 X 728,140
INTERCONTINENTALEXCHANGE INC COM 45865V100 606 8,073 X 8,073
INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 611 40,175 X 40,175
INTERNATIONAL BANCSHARES COR COM 459044103 210 7,091 X 7,091
INTERNATIONAL BUSINESS MACHS COM 459200101 13,409 163,648 X 163,648
INTERNATIONAL FLAVORS&FRAGRA COM 459506101 391 9,900 X 9,900
INTL PAPER CO COM 460146103 1,651 47,687 X 47,687
INTERSIL CORP CL A 46069S109 840 34,235 X 34,235
INTRAWEST CORPORATION COM NEW 460915200 219 6,337 X 6,337
INTRALASE CORP COM 461169104 628 31,849 X 31,849
INTUITIVE SURGICAL INC COM NEW 46120E602 376 3,567 X 3,567
INVACARE CORP COM 461203101 636 27,049 X 27,049
INVENTIV HEALTH INC COM 46122E105 916 28,607 X 28,607
INVESTOOLS INC COM 46145P103 422 39,700 X 39,700
INVESTORS REAL ESTATE TR SH BEN INT 461730103 308 31,600 X 31,600
INVESTORS FINL SERVICES CORP COM 461915100 432 10,017 X 10,017
ISHARES TR RUSSELL MIDCAP 464287499 51,008 547,000 X 547,000
ISHARES TR RUSSELL 1000 464287622 2,106 29,146 X 29,146
ISHARES TR RUSSELL 2000 464287655 31,046 431,200 X 431,200
J & J SNACK FOODS CORP COM 466032109 473 15,200 X 15,200
JDS UNIPHASE CORP COM 46612J101 420 192,000 X 192,000
JLG INDS INC COM 466210101 423 21,359 X 21,359
JP MORGAN CHASE & CO COM 46625H100 18,342 390,594 X 390,594
J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 911 33,533 X 33,533
JACK IN THE BOX INC COM 466367109 1,083 20,749 X 20,749
JACKSON HEWITT TAX SVCS INC COM 468202106 359 11,949 X 11,949
JACUZZI BRANDS INC COM 469865109 585 58,597 X 58,597
JOHNSON & JOHNSON COM 478160104 19,932 306,923 X 306,923
JOHNSON CTLS INC COM 478366107 1,356 18,896 X 18,896
JONES APPAREL GROUP INC COM 480074103 245 7,544 X 7,544
K-SWISS INC CL A 482686102 334 11,100 X 11,100
K V PHARMACEUTICAL CO CL A 482740206 621 26,184 X 26,184
KEANE INC COM 486665102 1,170 81,205 X 81,205
KEITHLEY INSTRS INC COM 487584104 217 16,983 X 16,983
KELLOGG CO COM 487836108 1,186 23,959 X 23,959
KIMBERLY CLARK CORP COM 494368103 2,925 44,757 X 44,757
KNOLL INC COM NEW 498904200 449 22,219 X 22,219
KOHLS CORP COM 500255104 2,174 33,487 X 33,487
KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 1,137 32,466 X 32,466
KOPPERS HOLDINGS INC COM 50060P106 434 22,901 X 22,901
KOPIN CORP COM 500600101 688 205,487 X 205,487
KRAFT FOODS INC CL A 50075N104 1,269 35,583 X 35,583
KULICKE & SOFFA INDS INC COM 501242101 154 17,369 X 17,369
KYPHON INC COM 501577100 454 12,126 X 12,126
LHC GROUP INC COM 50187A107 293 13,127 X 13,127
LSI LOGIC CORP COM 502161102 205 24,989 X 24,989
LTX CORP COM 502392103 610 121,764 X 121,764
LABOR READY INC COM NEW 505401208 795 49,909 X 49,909
LAM RESEARCH CORP COM 512807108 868 19,156 X 19,156
LAMSON & SESSIONS CO COM 513696104 949 39,845 X 39,845
LANDAMERICA FINL GROUP INC COM 514936103 841 12,782 X 12,782
LAS VEGAS SANDS CORP COM 517834107 920 13,460 X 13,460
LATTICE SEMICONDUCTOR CORP COM 518415104 559 82,033 X 82,033
LAWSON SOFTWARE INC NEW COM 52078P102 220 30,326 X 30,326
LEAPFROG ENTERPRISES INC CL A 52186N106 420 52,976 X 52,976
LEHMAN BROS HLDGS INC COM 524908100 6,303 85,343 X 85,343
LIBBEY INC COM 529898108 318 28,460 X 28,460
LIFECELL CORP COM 531927101 204 6,322 X 6,322
LIGHTBRIDGE INC COM 532226107 608 51,863 X 51,863
LILLY ELI & CO COM 532457108 5,424 95,157 X 95,157
LINCOLN NATL CORP IND COM 534187109 2,821 45,436 X 45,436
LITTELFUSE INC COM 537008104 1,150 33,135 X 33,135
LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 1,134 28,002 X 28,002
LO-JACK CORP COM 539451104 253 12,900 X 12,900
LOCKHEED MARTIN CORP COM 539830109 4,875 56,641 X 56,641
LODGENET ENTMT CORP COM 540211109 400 21,200 X 21,200
LOEWS CORP COM 540424108 1,628 42,958 X 42,958
LOEWS CORP CAROLNA GP STK 540424207 1,069 19,304 X 19,304
LONE STAR TECHNOLOGIES INC COM 542312103 567 11,712 X 11,712
LONGS DRUG STORES CORP COM 543162101 223 4,854 X 4,854
LOOPNET INC COM 543524300 309 24,434 X 24,434
LOUISIANA PAC CORP COM 546347105 367 19,560 X 19,560
LOWES COS INC COM 548661107 4,214 150,170 X 150,170
LYONDELL CHEMICAL CO COM 552078107 1,180 46,521 X 46,521
MDU RES GROUP INC COM 552690109 389 17,400 X 17,400
MFA MTG INVTS INC COM 55272X102 905 121,491 X 121,491
MGI PHARMA INC COM 552880106 614 35,699 X 35,699
MKS INSTRUMENT INC COM 55306N104 205 10,088 X 10,088
MTS SYS CORP COM 553777103 364 11,270 X 11,270
MACK CALI RLTY CORP COM 554489104 224 4,331 X 4,331
MADDEN STEVEN LTD COM 556269108 1,149 29,278 X 29,278
MAGELLAN HEALTH SVCS INC COM NEW 559079207 655 15,372 X 15,372
MAGMA DESIGN AUTOMATION COM 559181102 222 24,399 X 24,399
MAGNA INTL INC CL A 559222401 1,196 16,376 X 16,376
MAINSOURCE FINANCIAL GP INC COM 56062Y102 400 23,568 X 23,568
MANHATTAN ASSOCS INC COM 562750109 690 28,584 X 28,584
MANNATECH INC COM 563771104 473 26,719 X 26,719
MANULIFE FINL CORP COM 56501R106 1,071 33,200 X 33,200
MARATHON OIL CORP COM 565849106 3,976 51,704 X 51,704
MARSH & MCLENNAN COS INC COM 571748102 1,491 52,968 X 52,968
MARRIOTT INTL INC NEW CL A 571903202 1,283 33,191 X 33,191
MARVEL ENTERTAINMENT INC COM 57383T103 447 18,500 X 18,500
MASCO CORP COM 574599106 1,133 41,322 X 41,322
MATTEL INC COM 577081102 1,169 59,334 X 59,334
MAXIM INTEGRATED PRODS INC COM 57772K101 1,143 40,718 X 40,718
MAVERICK TUBE CORP COM 577914104 535 8,247 X 8,247
MAXIMUS INC COM 577933104 639 24,483 X 24,483
MCCORMICK & SCHMICKS SEAFD R COM 579793100 651 28,952 X 28,952
MCDONALDS CORP COM 580135101 6,583 168,275 X 168,275
MCGRAW HILL COS INC COM 580645109 2,023 34,863 X 34,863
MCKESSON CORP COM 58155Q103 1,554 29,477 X 29,477
MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,755 29,201 X 29,201
MEDIA GEN INC CL A 584404107 579 15,346 X 15,346
MEDICINES CO COM 584688105 570 25,280 X 25,280
MEDTRONIC INC COM 585055106 5,428 116,881 X 116,881
MELLON FINL CORP COM 58551A108 1,567 40,085 X 40,085
MENS WEARHOUSE INC COM 587118100 242 6,504 X 6,504
MENTOR CORP MINN COM 587188103 363 7,195 X 7,195
MERCK & CO INC COM 589331107 11,969 285,654 X 285,654
MERCURY COMPUTER SYS COM 589378108 397 33,464 X 33,464
MERRILL LYNCH & CO INC COM 590188108 8,928 114,143 X 114,143
MESA AIR GROUP INC COM 590479101 488 62,920 X 62,920
METHODE ELECTRS INC COM 591520200 292 30,660 X 30,660
METLIFE INC COM 59156R108 5,910 104,268 X 104,268
MICREL INC COM 594793101 308 32,100 X 32,100
MICROSOFT CORP COM 594918104 24,843 908,334 X 908,334
MICROSTRATEGY INC CL A NEW 594972408 1,358 13,336 X 13,336
MICROTUNE INC DEL COM 59514P109 321 66,016 X 66,016
MILLER HERMAN INC COM 600544100 417 12,200 X 12,200
MINE SAFETY APPLIANCES CO COM 602720104 502 14,086 X 14,086
MINERALS TECHNOLOGIES INC COM 603158106 611 11,434 X 11,434
MOLINA HEALTHCARE INC COM 60855R100 546 15,435 X 15,435
MOLEX INC COM 608554101 439 11,277 X 11,277
MONACO COACH CORP COM 60886R103 760 68,231 X 68,231
MONARCH CASINO & RESORT INC COM 609027107 370 19,100 X 19,100
MONSANTO CO NEW COM 61166W101 2,460 52,322 X 52,322
MOODYS CORP COM 615369105 1,539 23,535 X 23,535
MORGAN STANLEY COM NEW 617446448 10,239 140,437 X 140,437
MOTOROLA INC COM 620076109 7,781 311,252 X 311,252
MUELLER INDS INC COM 624756102 542 15,415 X 15,415
MYLAN LABS INC COM 628530107 806 40,026 X 40,026
NBTY INC COM 628782104 548 18,730 X 18,730
NCO GROUP INC COM 628858102 362 13,804 X 13,804
NDS GROUP PLC SPONSORED ADR 628891103 440 10,020 X 10,020
NS GROUP INC COM 628916108 839 12,998 X 12,998
NAM TAI ELECTRS INC COM PAR $0.02 629865205 444 36,141 X 36,141
NATIONAL CITY CORP COM 635405103 3,119 85,207 X 85,207
NATIONWIDE FINL SVCS INC CL A 638612101 2,095 43,561 X 43,561
NATIONWIDE HEALTH PPTYS INC COM 638620104 477 17,832 X 17,832
NAUTILUS INC COM 63910B102 685 49,844 X 49,844
NEOWARE INC COM 64065P102 608 44,747 X 44,747
NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 385 16,841 X 16,841
NETEASE COM INC SPONSORED ADR 64110W102 468 28,594 X 28,594
NETLOGIC MICROSYSTEMS INC COM 64118B100 304 11,973 X 11,973
NEUROMETRIX INC COM 641255104 499 26,233 X 26,233
NEWELL RUBBERMAID INC COM 651229106 1,133 39,991 X 39,991
NEWMONT MINING CORP COM 651639106 1,729 40,441 X 40,441
NEWS CORP CL A 65248E104 6,057 308,233 X 308,233
NEXEN INC COM 65334H102 445 8,328 X 8,328
NIKE INC CL B 654106103 1,630 18,606 X 18,606
NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N105 366 19,111 X 19,111
NOKIA CORP SPONSORED ADR 654902204 1,112 56,474 X 56,474
NORFOLK SOUTHERN CORP COM 655844108 1,771 40,193 X 40,193
NORSK HYDRO A S SPONSORED ADR 656531605 1,603 71,206 X 71,206
NORTH FORK BANCORPORATION NY COM 659424105 1,224 42,753 X 42,753
NORTH PITTSBURGH SYS INC COM 661562108 398 15,800 X 15,800
NORTHROP GRUMMAN CORP COM 666807102 2,279 33,483 X 33,483
NORTHSTAR RLTY FIN CORP COM 66704R100 853 67,170 X 67,170
NOVATEL WIRELESS INC COM NEW 66987M604 513 53,304 X 53,304
NOVARTIS A G SPONSORED ADR 66987V109 2,057 35,191 X 35,191
NOVELIS INC COM 67000X106 279 10,921 X 10,921
NOVELLUS SYS INC COM 670008101 203 7,344 X 7,344
NUANCE COMMUNICATIONS INC COM 67020Y100 570 69,756 X 69,756
NUCOR CORP COM 670346105 2,691 54,373 X 54,373
NVIDIA CORP COM 67066G104 844 28,525 X 28,525
NUTRI SYS INC NEW COM 67069D108 563 9,032 X 9,032
O CHARLEYS INC COM 670823103 1,206 63,555 X 63,555
OGE ENERGY CORP COM 670837103 364 10,076 X 10,076
OM GROUP INC COM 670872100 246 5,592 X 5,592
OCCIDENTAL PETE CORP DEL COM 674599105 5,303 110,226 X 110,226
OCWEN FINL CORP COM NEW 675746309 599 40,224 X 40,224
ODYSSEY HEALTHCARE INC COM 67611V101 976 68,802 X 68,802
ODYSSEY RE HLDGS CORP COM 67612W108 434 12,861 X 12,861
OHIO CAS CORP COM 677240103 230 8,885 X 8,885
OIL STS INTL INC COM 678026105 306 11,116 X 11,116
OLD REP INTL CORP COM 680223104 2,022 91,294 X 91,294
OLIN CORP COM PAR $1 680665205 171 11,139 X 11,139
OMNICOM GROUP INC COM 681919106 1,562 16,686 X 16,686
OMNIVISION TECHNOLOGIES INC COM 682128103 327 22,898 X 22,898
OMNICELL INC COM 68213N109 561 31,361 X 31,361
ON SEMICONDUCTOR CORP COM 682189105 1,602 272,520 X 272,520
ONEOK PARTNERS LP UNIT LTD PARTN 68268N103 207 3,676 X 3,676
ONEOK INC NEW COM 682680103 1,116 29,524 X 29,524
OPENWAVE SYS INC COM NEW 683718308 198 21,189 X 21,189
OPLINK COMMUNICATIONS INC COM NEW 68375Q403 967 48,416 X 48,416
ORACLE CORP COM 68389X105 6,821 384,473 X 384,473
OREGON STL MLS INC COM 686079104 205 4,192 X 4,192
O REILLY AUTOMOTIVE INC COM 686091109 585 17,619 X 17,619
ORIENTAL FINL GROUP INC COM 68618W100 282 23,626 X 23,626
OSHKOSH TRUCK CORP COM 688239201 589 11,666 X 11,666
OVERSEAS SHIPHOLDING GROUP I COM 690368105 1,003 16,245 X 16,245
OXFORD INDS INC COM 691497309 547 12,754 X 12,754
P F CHANGS CHINA BISTRO INC COM 69333Y108 1,118 32,198 X 32,198
PMC-SIERRA INC COM 69344F106 220 37,049 X 37,049
PNC FINL SVCS GROUP INC COM 693475105 3,185 43,961 X 43,961
PPG INDS INC COM 693506107 1,619 24,137 X 24,137
PS BUSINESS PKS INC CALIF COM 69360J107 805 13,349 X 13,349
PW EAGLE INC COM 69366Y108 424 14,123 X 14,123
PACER INTL INC TENN COM 69373H106 363 13,092 X 13,092
PACIFIC CAP BANCORP NEW COM 69404P101 819 30,352 X 30,352
PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 438 10,381 X 10,381
PANTRY INC COM 698657103 1,094 19,413 X 19,413
PAPA JOHNS INTL INC COM 698813102 554 15,352 X 15,352
PARKER DRILLING CO COM 701081101 956 135,028 X 135,028
PARKWAY PPTYS INC COM 70159Q104 308 6,630 X 6,630
PATTERSON UTI ENERGY INC COM 703481101 491 20,672 X 20,672
PEABODY ENERGY CORP COM 704549104 944 25,659 X 25,659
PENN NATL GAMING INC COM 707569109 569 15,570 X 15,570
PENN VA CORP COM 707882106 968 15,270 X 15,270
PEPSICO INC COM 713448108 10,459 160,270 X 160,270
PERFORMANCE FOOD GROUP CO COM 713755106 609 21,693 X 21,693
PERMIAN BASIN RTY TR UNIT BEN INT 714236106 468 29,200 X 29,200
PETROLEUM GEO SVCS ASA NEW SPONSORED ADR 716599105 332 6,792 X 6,792
PFIZER INC COM 717081103 21,529 759,134 X 759,134
PHARMANET DEV GROUP INC COM 717148100 715 36,775 X 36,775
PHELPS DODGE CORP COM 717265102 2,108 24,892 X 24,892
PHILADELPHIA CONS HLDG CORP COM 717528103 933 23,471 X 23,471
PHOTON DYNAMICS INC COM 719364101 300 22,612 X 22,612
PHOTRONICS INC COM 719405102 621 43,970 X 43,970
PILGRIMS PRIDE CORP COM 721467108 520 19,005 X 19,005
PINNACLE ENTMT INC COM 723456109 592 21,046 X 21,046
PIONEER COS INC COM NEW 723643300 407 16,611 X 16,611
PLANAR SYS INC COM 726900103 261 23,017 X 23,017
POLARIS INDS INC COM 731068102 213 5,182 X 5,182
POLYONE CORP COM 73179P106 551 66,205 X 66,205
POPE & TALBOT INC COM 732827100 331 57,579 X 57,579
PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 929 21,172 X 21,172
POSSIS MEDICAL INC COM 737407106 209 21,200 X 21,200
PRAXAIR INC COM 74005P104 1,851 31,285 X 31,285
PRECISION DRILLING TR TR UNIT 740215108 423 13,727 X 13,727
PREMIUM STD FARMS INC COM 74060C105 477 25,063 X 25,063
PRICELINE COM INC COM NEW 741503403 241 6,551 X 6,551
PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1,457 26,844 X 26,844
PROCTER & GAMBLE CO COM 742718109 19,895 320,992 X 320,992
PROGENICS PHARMACEUTICALS IN COM 743187106 587 25,009 X 25,009
PROGRESSIVE CORP OHIO COM 743315103 2,790 113,693 X 113,693
PROVIDENT ENERGY TR TR UNIT 74386K104 358 30,493 X 30,493
PRUDENTIAL FINL INC COM 744320102 5,235 68,658 X 68,658
PUBLIC SVC ENTERPRISE GROUP COM 744573106 1,491 24,374 X 24,374
QUALCOMM INC COM 747525103 5,906 162,471 X 162,471
QUALITY SYS INC COM 747582104 985 25,404 X 25,404
QUIDEL CORP COM 74838J101 681 48,231 X 48,231
R & G FINANCIAL CORP CL B 749136107 338 45,346 X 45,346
RLI CORP COM 749607107 596 11,730 X 11,730
RF MICRODEVICES INC COM 749941100 641 84,560 X 84,560
RADIAN GROUP INC COM 750236101 420 6,998 X 6,998
RADIO ONE INC CL D NON VTG 75040P405 826 132,237 X 132,237
RADIOSHACK CORP COM 750438103 502 25,986 X 25,986
RAYTHEON CO COM NEW 755111507 2,078 43,275 X 43,275
REALOGY CORP COM 75605E100 553 24,378 X 24,378
REALNETWORKS INC COM 75605L104 376 35,403 X 35,403
RED HAT INC COM 756577102 209 9,924 X 9,924
REDBACK NETWORKS INC COM NEW 757209507 560 40,333 X 40,333
REDIFF COM INDIA LTD SPONSORED ADR 757479100 197 13,531 X 13,531
REGENERON PHARMACEUTICALS COM 75886F107 241 15,340 X 15,340
REGIONS FINANCIAL CORP NEW COM 7591EP100 1,628 44,261 X 44,261
REINSURANCE GROUP AMER INC COM 759351109 407 7,841 X 7,841
RENTECH INC COM 760112102 176 38,078 X 38,078
REPUBLIC AWYS HLDGS INC COM 760276105 584 37,616 X 37,616
RETAIL VENTURES INC COM 76128Y102 203 13,171 X 13,171
REYNOLDS & REYNOLDS CO CL A 761695105 545 13,800 X 13,800
REYNOLDS AMERICAN INC COM 761713106 1,031 16,640 X 16,640
ROCKY BRANDS INC COM 774515100 248 20,700 X 20,700
ROGERS CORP COM 775133101 575 9,307 X 9,307
ROHM & HAAS CO COM 775371107 1,651 34,872 X 34,872
ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 1,045 15,809 X 15,809
RYDER SYS INC COM 783549108 437 8,450 X 8,450
SLM CORP COM 78442P106 2,074 39,892 X 39,892
SPSS INC COM 78462K102 325 13,038 X 13,038
SRS LABS INC COM 78464M106 246 39,600 X 39,600
SRA INTL INC CL A 78464R105 641 21,319 X 21,319
SVB FINL GROUP COM 78486Q101 384 8,602 X 8,602
SAFECO CORP COM 786429100 1,123 19,051 X 19,051
SAFETY INS GROUP INC COM 78648T100 612 12,585 X 12,585
SAIA INC COM 78709Y105 1,168 35,835 X 35,835
ST PAUL TRAVELERS INC COM 792860108 4,771 101,741 X 101,741
SALEM COMMUNICATIONS CORP DE CL A 794093104 209 18,447 X 18,447
SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 704 19,937 X 19,937
SANOFI AVENTIS SPONSORED ADR 80105N105 1,137 25,570 X 25,570
SCANSOURCE INC COM 806037107 597 19,698 X 19,698
SCHERING PLOUGH CORP COM 806605101 3,766 170,498 X 170,498
SCHNITZER STL INDS CL A 806882106 521 16,528 X 16,528
SCHWAB CHARLES CORP NEW COM 808513105 1,813 101,225 X 101,225
SEACOR HOLDINGS INC COM 811904101 562 6,816 X 6,816
SEALY CORP COM 812139301 374 28,599 X 28,599
SEARS HLDGS CORP COM 812350106 1,307 8,267 X 8,267
SECURE COMPUTING CORP COM 813705100 401 63,283 X 63,283
SELECT COMFORT CORP COM 81616X103 363 16,597 X 16,597
SELECTIVE INS GROUP INC COM 816300107 1,142 21,704 X 21,704
SEMTECH CORP COM 816850101 208 16,324 X 16,324
SENIOR HSG PPTYS TR SH BEN INT 81721M109 625 29,281 X 29,281
SENSIENT TECHNOLOGIES CORP COM 81725T100 202 10,297 X 10,297
SHAW COMMUNICATIONS INC CL B CONV 82028K200 559 18,615 X 18,615
SHERWIN WILLIAMS CO COM 824348106 1,188 21,299 X 21,299
SIEMENS A G SPONSORED ADR 826197501 1,222 14,032 X 14,032
SIERRA HEALTH SVCS INC COM 826322109 431 11,400 X 11,400
SIERRA PAC RES NEW COM 826428104 386 26,898 X 26,898
SIFY LTD SPONSORED ADR 82655M107 440 47,931 X 47,931
SILGAN HOLDINGS INC COM 827048109 623 16,600 X 16,600
SILICON IMAGE INC COM 82705T102 207 16,286 X 16,286
SIMON PPTY GROUP INC NEW COM 828806109 1,911 21,084 X 21,084
SIMPSON MANUFACTURING CO INC COM 829073105 534 19,772 X 19,772
SIRONA DENTAL SYSTEMS INC COM 82966C103 551 16,745 X 16,745
SKYWEST INC COM 830879102 540 22,015 X 22,015
SKYWORKS SOLUTIONS INC COM 83088M102 613 118,156 X 118,156
SKILLSOFT PLC SPONSORED ADR 830928107 200 31,400 X 31,400
SMITH & WESSON HLDG CORP COM 831756101 635 45,749 X 45,749
SMITH MICRO SOFTWARE INC COM 832154108 607 42,190 X 42,190
SMUCKER J M CO COM NEW 832696405 213 4,451 X 4,451
SNAP ON INC COM 833034101 427 9,579 X 9,579
SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 210 1,827 X 1,827
SOFTBRANDS INC COM 83402A107 18 10,670 X 10,670
SONIC CORP COM 835451105 596 26,354 X 26,354
SONIC SOLUTIONS COM 835460106 799 52,422 X 52,422
SONICWALL INC COM 835470105 209 19,172 X 19,172
SOTHEBYS COM 835898107 763 23,655 X 23,655
SONUS NETWORKS INC COM 835916107 401 76,314 X 76,314
SOUTHERN CO COM 842587107 4,087 118,591 X 118,591
SOUTHERN COPPER CORP COM 84265V105 544 5,885 X 5,885
SOUTHWEST AIRLS CO COM 844741108 874 52,459 X 52,459
SPARTECH CORP COM NEW 847220209 244 9,097 X 9,097
SPRINT NEXTEL CORP COM FON 852061100 4,818 280,958 X 280,958
STAGE STORES INC COM NEW 85254C305 422 14,400 X 14,400
STANLEY WKS COM 854616109 1,223 24,528 X 24,528
STAPLES INC COM 855030102 1,718 70,601 X 70,601
STARBUCKS CORP COM 855244109 2,535 74,461 X 74,461
STARTEK INC COM 85569C107 621 49,768 X 49,768
STATE STR CORP COM 857477103 2,007 32,156 X 32,156
STATOIL ASA SPONSORED ADR 85771P102 1,449 60,848 X 60,848
STATS CHIPPAC LTD SPONSORED ADR 85771T104 704 117,207 X 117,207
STEEL DYNAMICS INC COM 858119100 936 18,557 X 18,557
STEEL TECHNOLOGIES INC COM 858147101 263 13,416 X 13,416
STERLING CONSTRUCTION CO INC COM 859241101 323 16,101 X 16,101
STEWART INFORMATION SVCS COR COM 860372101 914 26,290 X 26,290
STONE ENERGY CORP COM 861642106 556 13,732 X 13,732
STRATEX NETWORKS INC COM 86279T109 664 149,544 X 149,544
STRATTEC SEC CORP COM 863111100 248 6,469 X 6,469
STRYKER CORP COM 863667101 1,433 28,892 X 28,892
SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 790 23,412 X 23,412
SUN MICROSYSTEMS INC COM 866810104 1,678 339,028 X 339,028
SUNOCO INC COM 86764P109 1,459 23,468 X 23,468
SUNTRUST BKS INC COM 867914103 4,273 55,293 X 55,293
SUPERIOR INDS INTL INC COM 868168105 598 35,641 X 35,641
SUPERTEX INC COM 868532102 601 15,463 X 15,463
SWIFT ENERGY CO COM 870738101 865 20,690 X 20,690
SYMANTEC CORP COM 871503108 2,160 101,513 X 101,513
SYNTEL INC COM 87162H103 516 22,800 X 22,800
SYNNEX CORP COM 87162W100 612 26,588 X 26,588
SYSCO CORP COM 871829107 2,009 60,073 X 60,073
TCF FINL CORP COM 872275102 1,153 43,843 X 43,843
TD BANKNORTH INC COM 87235A101 1,694 58,648 X 58,648
TXU CORP COM 873168108 5,576 89,185 X 89,185
TALBOTS INC COM 874161102 740 27,163 X 27,163
TALISMAN ENERGY INC COM 87425E103 409 24,972 X 24,972
TANOX INC COM 87588Q109 450 38,057 X 38,057
TARGET CORP COM 87612E106 6,435 116,476 X 116,476
TELECOM ARGENTINA S A SPON ADR REP B 879273209 424 30,825 X 30,825
TELEFONICA S A SPONSORED ADR 879382208 1,225 23,652 X 23,652
TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,200 46,901 X 46,901
TELEPHONE & DATA SYS INC COM 879433100 232 5,501 X 5,501
TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 491 13,307 X 13,307
TELUS CORP NON-VTG SHS 87971M202 1,210 21,615 X 21,615
TEMPUR PEDIC INTL INC COM 88023U101 624 36,360 X 36,360
TESORO CORP COM 881609101 825 14,232 X 14,232
TETRA TECH INC NEW COM 88162G103 523 30,000 X 30,000
TEXAS INSTRS INC COM 882508104 5,027 151,200 X 151,200
THOR INDS INC COM 885160101 483 11,736 X 11,736
3M CO COM 88579Y101 6,597 88,650 X 88,650
TIBCO SOFTWARE INC COM 88632Q103 234 26,059 X 26,059
TIDEWATER INC COM 886423102 406 9,178 X 9,178
TIME WARNER INC COM 887317105 9,005 493,939 X 493,939
TIME WARNER TELECOM INC CL A 887319101 592 31,131 X 31,131
TIVO INC COM 888706108 221 29,128 X 29,128
TODCO COM 88889T107 311 8,998 X 8,998
TORO CO COM 891092108 375 8,900 X 8,900
TOTAL S A SPONSORED ADR 89151E109 491 7,450 X 7,450
TRAMMELL CROW CO COM 89288R106 600 16,444 X 16,444
TRAVELZOO INC COM 89421Q106 768 26,636 X 26,636
TREDEGAR CORP COM 894650100 373 22,274 X 22,274
TREX INC COM 89531P105 504 20,867 X 20,867
TRIDENT MICROSYSTEMS INC COM 895919108 648 27,845 X 27,845
TRIAD GTY INC COM 895925105 397 7,768 X 7,768
TRINITY INDS INC COM 896522109 656 20,406 X 20,406
TRUSTREET PPTYS INC COM 898404108 611 48,814 X 48,814
TUESDAY MORNING CORP COM NEW 899035505 624 44,952 X 44,952
TWEEN BRANDS INC COM 901166108 445 11,841 X 11,841
II VI INC COM 902104108 572 22,934 X 22,934
UCBH HOLDINGS INC COM 90262T308 410 23,497 X 23,497
UGI CORP NEW COM 902681105 726 29,699 X 29,699
UST INC COM 902911106 1,133 20,659 X 20,659
US BANCORP DEL COM NEW 902973304 8,723 262,575 X 262,575
USA MOBILITY INC COM 90341G103 505 22,131 X 22,131
ULTICOM INC COM 903844108 395 37,922 X 37,922
ULTIMATE SOFTWARE GROUP INC COM 90385D107 575 24,454 X 24,454
UNION PAC CORP COM 907818108 2,284 25,957 X 25,957
UNIONBANCAL CORP COM 908906100 410 6,735 X 6,735
UNIT CORP COM 909218109 346 7,517 X 7,517
UNITED NAT FOODS INC COM 911163103 576 18,592 X 18,592
UNITED ONLINE INC COM 911268100 400 32,828 X 32,828
UNITED PARCEL SERVICE INC CL B 911312106 4,493 62,449 X 62,449
UNITED STATIONERS INC COM 913004107 598 12,864 X 12,864
UNITED TECHNOLOGIES CORP COM 913017109 6,210 98,032 X 98,032
UNITED THERAPEUTICS CORP DEL COM 91307C102 356 6,762 X 6,762
UNITEDHEALTH GROUP INC COM 91324P102 6,426 130,602 X 130,602
UNITRIN INC COM 913275103 419 9,478 X 9,478
UNUMPROVIDENT CORP COM 91529Y106 1,119 57,704 X 57,704
VAIL RESORTS INC COM 91879Q109 239 5,962 X 5,962
VALEANT PHARMACEUTICALS INTL COM 91911X104 242 12,248 X 12,248
VALERO ENERGY CORP NEW COM 91913Y100 3,631 70,541 X 70,541
VALSPAR CORP COM 920355104 442 16,628 X 16,628
VERITAS DGC INC COM 92343P107 855 12,984 X 12,984
VERIZON COMMUNICATIONS COM 92343V104 12,563 338,342 X 338,342
VIACOM INC NEW CL B 92553P201 2,291 61,621 X 61,621
VIASYS HEALTHCARE INC COM NEW 92553Q209 615 22,574 X 22,574
VIGNETTE CORP COM NEW 926734401 871 64,348 X 64,348
VIROPHARMA INC COM 928241108 184 15,105 X 15,105
VITAL SIGNS INC COM 928469105 511 9,033 X 9,033
VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,211 52,988 X 52,988
VOLCOM INC COM 92864N101 546 24,207 X 24,207
WD-40 CO COM 929236107 934 26,175 X 26,175
W HLDG CO INC COM 929251106 1,325 224,154 X 224,154
WMS INDS INC COM 929297109 218 7,471 X 7,471
WABASH NATL CORP COM 929566107 546 39,895 X 39,895
WABTEC CORP COM 929740108 566 20,874 X 20,874
WACHOVIA CORP 2ND NEW COM 929903102 11,773 210,977 X 210,977
WAL MART STORES INC COM 931142103 11,754 238,326 X 238,326
WALGREEN CO COM 931422109 4,348 97,952 X 97,952
WARNACO GROUP INC COM NEW 934390402 210 10,857 X 10,857
WASHINGTON MUT INC COM 939322103 7,211 165,882 X 165,882
WASTE CONNECTIONS INC COM 941053100 584 15,402 X 15,402
WASTE MGMT INC DEL COM 94106L109 1,947 53,080 X 53,080
WEBMETHODS INC COM 94768C108 555 72,526 X 72,526
WELLPOINT INC COM 94973V107 4,746 61,599 X 61,599
WELLS FARGO & CO NEW COM 949746101 14,996 414,490 X 414,490
WEST PHARMACEUTICAL SVSC INC COM 955306105 758 19,295 X 19,295
WEYERHAEUSER CO COM 962166104 1,464 23,791 X 23,791
WHIRLPOOL CORP COM 963320106 1,086 12,909 X 12,909
WHITING PETE CORP NEW COM 966387102 400 9,963 X 9,963
WHOLE FOODS MKT INC COM 966837106 533 8,967 X 8,967
WILEY JOHN & SONS INC CL A 968223206 749 20,794 X 20,794
WILLIAMS SONOMA INC COM 969904101 202 6,248 X 6,248
WINDSTREAM CORP COM 97381W104 517 39,189 X 39,189
WINNEBAGO INDS INC COM 974637100 395 12,600 X 12,600
WINSTON HOTELS INC COM 97563A102 459 37,272 X 37,272
WINTRUST FINANCIAL CORP COM 97650W108 395 7,882 X 7,882
WOLVERINE WORLD WIDE INC COM 978097103 560 19,776 X 19,776
WORLD ACCEP CORP DEL COM 981419104 830 18,883 X 18,883
WORTHINGTON INDS INC COM 981811102 199 11,639 X 11,639
WYETH COM 983024100 6,619 130,198 X 130,198
WYNDHAM WORLDWIDE CORP COM 98310W108 545 19,503 X 19,503
XTO ENERGY INC COM 98385X106 1,944 46,150 X 46,150
XILINX INC COM 983919101 1,095 49,904 X 49,904
YAHOO INC COM 984332106 3,452 136,553 X 136,553
YANKEE CANDLE INC COM 984757104 378 12,900 X 12,900
ZALE CORP NEW COM 988858106 374 13,500 X 13,500
ZEBRA TECHNOLOGIES CORP CL A 989207105 373 10,448 X 10,448
ZENITH NATL INS CORP COM 989390109 2,050 51,384 X 51,384
ZIMMER HLDGS INC COM 98956P102 1,620 24,006 X 24,006
ZORAN CORP COM 98975F101 203 12,594 X 12,594